Renta 4 Banco SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.47% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0190 | 4.13 | |
| 0.1617 | 5.04 | |
| 0.6954 | 10.37 | |
| -0.2432 | -1.89 | |
| 0.4677 | 2.58 | |
| -0.3293 | -2.95 | |
| 0.1205 | 1.36 | |
| -0.0308 | -0.40 | |
| 0.1828 | 1.78 |
Estimation Period:
Nov 14, 2007 to Feb 6, 2026
Nov 14, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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